Lorenzo Giorgianni

International Monetary Fund (IMF)

Economist

700 19th Street NW

Asia and Pacific Department

Washington, DC 20431

United States

SCHOLARLY PAPERS

8

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CROSSREF CITATIONS

2

Scholarly Papers (8)

Interest Rate Arbitrage in Currency Baskets: Forecasting Weights and Measuring Risk

Journal of Business and Economic Statistics
Number of pages: 33 Posted: 26 Oct 1999
Peter Christoffersen and Lorenzo Giorgianni
University of Toronto - Rotman School of Management and International Monetary Fund (IMF)
Downloads 424 (71,039)

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Interest Rate Arbitrage in Currency Baskets: Forecasting Weights and Measuring Risk

IMF Working Paper No. 99/16
Number of pages: 30 Posted: 10 Feb 2006
Peter Christoffersen and Lorenzo Giorgianni
University of Toronto - Rotman School of Management and International Monetary Fund (IMF)
Downloads 126 (236,959)

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Time-varying Parameters, Cointegration, Exchange Rates

2.

Excess Volatility of Exchange Rates with Unobservable Fundamentals

FRB of New York Staff Report No. 103
Number of pages: 27 Posted: 25 Jul 2000
Leonardo Bartolini and Lorenzo Giorgianni
Deceased and International Monetary Fund (IMF)
Downloads 148 (207,835)

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Excess Volatility and the Asset-Pricing Exchange Rate Model with Unobservable Fundamentals

IMF Working Paper No. 99/71
Number of pages: 20 Posted: 13 Feb 2006
Leonardo Bartolini and Lorenzo Giorgianni
Deceased and International Monetary Fund (IMF)
Downloads 66 (361,050)

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Exchange Rate Volatility, Survey-based Exchange Rate Expectations

Excess Volatility and the Asset-Pricing Exchange Rate Model With Unobservable Fundamentals

IMF Working Paper No. 99/71
Number of pages: 20 Posted: 17 Aug 2007
Lorenzo Giorgianni and Leonardo Bartolini
International Monetary Fund (IMF) and Deceased
Downloads 42 (445,967)

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Exchange rates, Economic models

4.

Interest Rate Arbitrage in Currency Baskets--Forecasting Weights and Measuring Risk

IMF Working Paper No. 99/16
Number of pages: 30 Posted: 17 Aug 2007
Lorenzo Giorgianni and Peter Christoffersen
International Monetary Fund (IMF) and University of Toronto - Rotman School of Management
Downloads 89 (300,023)

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Interest rates, Exchange rates, Economic models

Foreign Exchange Risk Premium: Does Fiscal Policy Matter?: Evidence from Italian Data

IMF Working Paper No. 97/39
Number of pages: 39 Posted: 15 Feb 2006
Lorenzo Giorgianni
International Monetary Fund (IMF)
Downloads 67 (358,225)

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Risk Premium, Fiscal Policy, Survey Data, Italy

Foreign Exchange Risk Premium: Does Fiscal Policy Matter? Evidence from Italian Data

IMF Working Paper No. 97/39
Posted: 17 Sep 1998
Lorenzo Giorgianni
International Monetary Fund (IMF)

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6.

Long-Horizon Exchange Rate Predictability?

IMF Working Paper No. 97/6
Number of pages: 21 Posted: 15 Feb 2006
Lorenzo Giorgianni
International Monetary Fund (IMF)
Downloads 61 (371,337)

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7.

Determinants of Korean Trade Flows and Their Geographical Destination

IMF Working Paper No. 97/54
Number of pages: 47 Posted: 15 Feb 2006
Lorenzo Giorgianni and Gian Maria Milesi-Ferretti
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 59 (377,405)

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Korea, trade elasticities, direction of exports

8.

Long-Horizon Exchange Rate Predictability

Board of Governors of the Federal Reserve System Finance and Econ. Disc. Series 96-39
Posted: 17 Oct 1996
Jeremy Berkowitz and Lorenzo Giorgianni
University of Houston - Department of Finance and International Monetary Fund (IMF)

Abstract:

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